KMATCH: Stata module module for multivariate-distance and propensity-score matching, including entropy balancing, inverse probability weighting, (coarsened) exact matching, and regression adjustment

Ben Jann

Statistical Software Components from Boston College Department of Economics

Abstract: kmatch matches treated and untreated observations with respect to covariates and, if outcome variables are provided, estimates treatment effects based on the matched observations, optionally including regression adjustment bias-correction. Multivariate (Mahalanobis) distance matching as well as propensity score matching is supported, either using kernel matching, ridge matching, or nearest-neighbor matching. For kernel and ridge matching, several methods for data-driven bandwidth selection such as cross-validation are offered. In addition, several alternative matching and reweighting methods are supported (coarsened exact matching, inverse probability weighting, entropy balancing). The package also includes various commands for evaluating balancing and common-support violations.

Language: Stata
Requires: Stata version 11 and moremata from SSC (q.v.)
Keywords: propensity score matching; multivariate distance matching; mahalanobis distance matching; kernel matching; ridge matching; nearest-neighbor matching; treatment effects; regression adjustment; bandwidth selection; cross-validation; balancing diagnostics; common-support diagnostics (search for similar items in EconPapers)
Date: 2017-05-14, Revised 2020-09-19
Note: This module should be installed from within Stata by typing "ssc install kmatch". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/k/kmatch.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/k/kmatch_svyr.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/k/kmatch.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/k/kmatch.zip zip file of package (application/zip)

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